Bayesian analysis of the stochastic conditional duration model

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32 Citations (Scopus)

Original language	English
Pages (from-to)	2247 - 2267
Number of pages	21
Journal	Computational Statistics and Data Analysis
Volume	50
Issue number	9
DOIs	https://doi.org/10.1016/j.csda.2005.07.005
Publication status	Published - 2006

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title = "Bayesian analysis of the stochastic conditional duration model",

author = "Strickland, \{Christopher Mark\} and Forbes, \{Catherine Scipione\} and Martin, \{Gael Margaret\}",

year = "2006",

doi = "10.1016/j.csda.2005.07.005",

language = "English",

volume = "50",

pages = "2247 -- 2267",

journal = "Computational Statistics and Data Analysis",

issn = "0167-9473",

publisher = "Elsevier BV",

number = "9",

}

TY - JOUR

T1 - Bayesian analysis of the stochastic conditional duration model

AU - Strickland, Christopher Mark

AU - Forbes, Catherine Scipione

AU - Martin, Gael Margaret

PY - 2006

Y1 - 2006

U2 - 10.1016/j.csda.2005.07.005

DO - 10.1016/j.csda.2005.07.005

M3 - Article

SN - 0167-9473

VL - 50

SP - 2247

EP - 2267

JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

IS - 9

ER -